+278.5%
VIAV vs USFR
+14.1%
+264.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | 0.0% | -4.6% | -4.4% |
| 7D | +11.2% | +0.1% | +11.1% | +11.8% |
| 30D | -2.6% | +0.3% | -2.9% | -0.2% |
| 3M | -20.1% | +1.0% | -21.1% | -13.6% |
| 6M | +25.8% | +1.9% | +23.9% | +44.3% |
| YTD | +109.9% | +2.7% | +107.2% | +146.2% |
| 1Y | +214.3% | +4.0% | +210.3% | +281.6% |
| All | +278.5% | +14.1% | +264.5% | +533.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded USFR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling